This paper takes a new empirical look at the long-standing question of the effect of
exchange rate volatility on international trade flows by studying the case of Taiwan's exports …

This paper takes a new empirical look at the longstanding question of the effect of exchange
rate volatility on international trade flows by studying the case of Taiwan's exports to the …

This study uses a GARCH (Generalized Autoregressive Conditional Heteroskedasticity)
model to test if real exchange rate volatility has an adverse effect on the value of US imports …

Previous studies that investigated the impact of exchange rate volatility on the trade flows
employed aggregate trade data and standard estimation techniques. They provided mixed …

In this paper we obtain and interpret new estimates of the short-and long-run influence of
exchange-rate volatility (or risk) on the import flows of the United States, in the generalized …

This paper examines the impact of exchange rate volatility on the trade flows of the G-7
countries in the context of a multivariate error-correction model. The error-correction models …

The effect of exchange rate volatility on trade is a controversial issue in international
economics. Despite a widespread view that an increase in exchange rates volatility reduces …

In this paper, we investigate empirically the impact of exchange rate volatility on real
international trade flows utilizing a 13‐country data set of monthly bilateral real exports for …

In this paper, we use a multivariate GARCH-in-mean model of the reduced form of
multilateral exports to examine the relationship between nominal exchange rate volatility …

Excessive fluctuations in exchange rates often influence trade flows. Theoretically,
increased uncertainty may increase or decrease the volume of trade, or leave it unchanged …